+53.3%
AZN vs MOD
+126.3%
-72.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.2% |
| 7D | -0.1% | -25.5% | +25.4% | -0.4% |
| 30D | +16.4% | -49.0% | +65.4% | +16.1% |
| 3M | +15.7% | -49.8% | +65.6% | +15.4% |
| 6M | +0.8% | -64.8% | +65.6% | +0.7% |
| YTD | +2.5% | -27.6% | +30.1% | +1.7% |
| 1Y | +12.4% | -35.2% | +47.6% | +11.7% |
| All | +53.3% | +126.3% | -72.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling